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subject:"Kreditrisiko"
subject:"Risk measure"
~isPartOf:"Journal of empirical finance"
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Kreditrisiko
Risk measure
Risikomanagement
32
Risk management
31
Theorie
21
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21
Portfolio selection
13
Portfolio-Management
13
Risikomaß
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Allen, David
1
Almeida, Helena Tenório Veiga de
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Bernardi, Mauro
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Brøgger, Søren Bundgaard
1
Cai, Jun
1
Changchien, Chang-Cheng
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Chen Zhou
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Du, Jiangze
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Journal of empirical finance
Insurance / Mathematics & economics
104
Journal of banking & finance
90
Risks : open access journal
67
Journal of risk management in financial institutions
63
European journal of operational research : EJOR
55
Journal of risk
49
SpringerLink / Bücher
39
Finance research letters
38
The journal of risk model validation
31
Economic modelling
30
International journal of theoretical and applied finance
28
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of operational risk
28
Risiko-Manager
26
Energy economics
25
Quantitative finance
24
Journal of risk and financial management : JRFM
23
Journal of financial stability
22
The journal of credit risk : published quarterly by Incisive Media
22
Wiley finance series
21
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
Discussion paper / Tinbergen Institute
19
The European journal of finance
19
Applied economics
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International review of economics & finance : IREF
17
Die Bank
16
Research paper series / Swiss Finance Institute
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Schriftenreihe Finanzmanagement
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Discussion paper
15
International journal of forecasting
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Applied economics letters
14
Computational economics
14
Finance and stochastics
14
International journal of economics and financial issues : IJEFI
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Agricultural finance review
13
Europäische Hochschulschriften / 5
13
International journal of economics and finance
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Review of quantitative finance and accounting
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Dynamic risk management and asset comovement
Brøgger, Søren Bundgaard
- In:
Journal of empirical finance
67
(
2022
),
pp. 60-77
Persistent link: https://www.econbiz.de/10013464366
Saved in:
2
Bank stocks, risk factors, and tail behavior
Yang, Huan
;
Cai, Jun
;
Huang, Lin
;
Marcus, Alan J.
- In:
Journal of empirical finance
63
(
2021
),
pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
Saved in:
3
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
4
Conditional extreme risk, black swan hedging, and asset prices
Rhee, S. Ghon
;
Wu, Feng
- In:
Journal of empirical finance
58
(
2020
),
pp. 412-435
Persistent link: https://www.econbiz.de/10012430713
Saved in:
5
Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan
;
Du, Jiangze
;
Hsu, Yuan-Teng
- In:
Journal of empirical finance
47
(
2018
),
pp. 120-138
Persistent link: https://www.econbiz.de/10012103480
Saved in:
6
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
7
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
8
Business cycle and credit risk modeling with jump risks
Jang, Bong-Gyu
;
Rhee, Yuna
;
Yoon, Ji Hee
- In:
Journal of empirical finance
39
(
2016
),
pp. 15-36
Persistent link: https://www.econbiz.de/10011663259
Saved in:
9
Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
10
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
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